-46.8%
CPNG vs O
+11.2%
-58.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.6% |
| 7D | -7.4% | -0.7% | -6.7% | -7.6% |
| 30D | -4.4% | -1.9% | -2.6% | -4.9% |
| 3M | -7.5% | +3.8% | -11.3% | -7.4% |
| 6M | -19.9% | -4.7% | -15.2% | -21.0% |
| YTD | -35.2% | +12.5% | -47.7% | -33.3% |
| 1Y | -46.8% | +10.8% | -57.6% | -44.7% |
| All | -46.8% | +11.2% | -58.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling